+1,162.1%
AMAT vs FCEL
-99.1%
+1,261.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.5% | -7.3% | +3.2% |
| 7D | -14.7% | -11.2% | -3.5% | -13.7% |
| 30D | -36.1% | -45.8% | +9.7% | -32.5% |
| 3M | -36.9% | -51.0% | +14.1% | -33.2% |
| 6M | -22.2% | -22.2% | +0.1% | -22.2% |
| YTD | +29.9% | +36.3% | -6.3% | +22.3% |
| 1Y | +43.3% | +29.0% | +14.2% | +34.8% |
| 3Y | +142.7% | -70.9% | +213.5% | +138.8% |
| 5Y | +126.2% | -96.3% | +222.5% | +147.5% |
| All | +1,162.1% | -99.1% | +1,261.2% | +1,405.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling